+24.8%
GDX vs OKE
+43.1%
-18.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.6% | +12.6% | +7.6% |
| 7D | +0.8% | -5.2% | +6.0% | -1.1% |
| 30D | -3.2% | +1.1% | -4.4% | -2.9% |
| 3M | +8.6% | +2.2% | +6.3% | +9.5% |
| 6M | -1.2% | 0.0% | -1.3% | -0.8% |
| YTD | -1.4% | +26.5% | -27.9% | -3.0% |
| 1Y | +24.8% | +44.6% | -19.8% | +22.5% |
| All | +24.8% | +43.1% | -18.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling